Continuously controlled options : derivatives with added flexibility
Nikolai Dokuchaev
| Year of publication: |
2013
|
|---|---|
| Authors: | Dokučaev, Nikolaj G. |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 1, p. 1-23
|
| Subject: | Exotic options | controlled options | continuous time market | stochastic control | HJB equation | knapsack problem | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Derivat | Derivative | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009725089